Similar Search Results

A k- factor GIGARCH process : estimation and application to electricity market spot prices,

Guegan, Dominique; Diongue, Abdou Kâ; Vignal, Bertrand - HAL - 2004

Some crucial time series of market data, such as electricity spot prices, exhibit long memory, in the sense of slowly-decaying correlations combined with heteroscedasticity. To e able to model such a behaviour, we consider the k-factor GIGARCH process and we propose two methods to address the...

Persistent link: https://www.econbiz.de/10008792746

Estimating parameters for a k-GIGARCH process

Diongue, Abdou Kâ; Guegan, Dominique - HAL - 2004

Persistent link: https://www.econbiz.de/10008793109

A prospective study of the k-factor Gegenbauer processes with heteroscedastic errors and an application to inflation rates

Guegan, Dominique - HAL - 2003

We investigate some statistical properties of the new k-factor Gegenbauer process with heteroscedastic noises One of the goals of the paper is to give tools which permit to use this model to explain the behaviour of certain data sets in finance and in macroeconomics. Monte Carlo experiments are...

Persistent link: https://www.econbiz.de/10008788958

Chaos in economics and finance

Guegan, Dominique - HAL - 2007

In this article, we specify the different approaches followed by the economists and the financial economists in order to use chaos theory. We explain the main difference using this theory with other research domains like the mathematics and the physics. Finally, we present tools necessary for...

Persistent link: https://www.econbiz.de/10010738474

Chaos in Economics and Finance

Guegan, Dominique - HAL - 2009

This paper focuses on the use of dynamical chaotic systems in Economics and Finance. In these fields, researchers employ different methods from those taken by mathematicians and physicists. We discuss this point. Then, we present statistical tools and problems which are innovative and can be...

Persistent link: https://www.econbiz.de/10010738625

Dependence modelling of the joint extremes in a portfolio using Archimedean copulas : application to MSCI indices

Guegan, Dominique; Ladoucette, Sophie A. - HAL - 2005

Using Archimedean copulas, we investigate the dependence structure existing between several series of financial assets log-returns that come from different markets. These series are considered as components of a portfolio and they are investigated on a long period including high shocks. To...

Persistent link: https://www.econbiz.de/10008791451

L'herbe est-elle plus verte dans le panier ? Satisfaction au travail et intégration professionnelle de maraîchers qui commercialisent sous forme de paniers

Dufour, Annie; Hérault-Fournier, Catherine; Lanciano, … - HAL - 2010

les cas, ces agriculteurs inventent et développent une forme d'agriculture ancrée sur le territoire, peu spécialisée avec …

Persistent link: https://www.econbiz.de/10008792891

Apports de l'économie sociale et solidaire dans des projets à dimensions agro-environnementales : quelles constructions territoriales ?

Pierre, Geneviève; Thareau, Bertille - HAL - 2008

Deux exemples choisis dans la France de l'ouest, espace marqué par l'importance et l'ancienneté des structures d'encadrement agricole en économie sociale, questionnent les conditions de construction et d'appropriation territoriale, par les structures de l'ESS, de projets agri-environnementaux...

Persistent link: https://www.econbiz.de/10008793192

Synthèse bibliographique sur le conseil en agriculture

Desjeux, Yann; Faure, Guy; Gasselin, Pierre; Rebuffel, … - HAL - 2009

dresser un panorama du champ du conseil en agriculture en pondérant l'importance relative de chacun des thèmes. L'objectif est …

Persistent link: https://www.econbiz.de/10008793798

L'agriculture du Maghreb au défi du changement climatique : Quelles stratégies d'adaptation face à la raréfaction des ressources hydriques ?

Arrus, René; Rousset, Nathalie - HAL - 2007

Cet article analyse une double question : quels sont les impacts potentiels du changement climatique sur l'agriculture … régimes pluviométriques impactera directement l'agriculture par l'approfondissement des déficits hydriques. Deux types d …'options d'adaptation sont explorés : d'un côté, le retrait partiel et organisé de l'agriculture face à son inadaptabilité …

Persistent link: https://www.econbiz.de/10008794265